This fall, if you can, let the leaves that fall on your lawn stay there throughout the winter. Many butterfly and moth species overwinter underneath leaves. These and other bugs hiding under the leaves provide food for birds during winter.
Additionally, leaving your lawn, or at least part of your lawn unmowed until the winter will greatly help wildlife, especially since some wildflowers, like various asters and goldenrods, will bloom well into fall and provide a lot of pollen for bees.
Unmowed grasses also provide habitat and food for some birds. If you have to mow, try to mow higher than 3 inches. Leaving dead plants in the garden standing over the winter is also helpful. You can remove them in the spring as new growth is emerging.
Finally, remember that many chemical fertilizers, pesticides and herbicides that you put on your lawn will also hurt birds and beneficial insects.